+94.2%
JEPI vs VFC
-71.0%
+165.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.7% | +0.3% |
| 7D | -1.0% | -1.4% | +0.4% | -0.9% |
| 30D | -1.4% | -9.0% | +7.6% | -0.6% |
| 3M | +3.5% | -24.2% | +27.7% | +5.9% |
| 6M | +1.9% | -18.5% | +20.4% | +3.3% |
| YTD | +4.4% | -25.9% | +30.3% | +6.6% |
| 1Y | +7.2% | -13.0% | +20.2% | +7.4% |
| 3Y | +29.8% | -20.3% | +50.1% | +25.6% |
| 5Y | +41.7% | -78.1% | +119.8% | +59.9% |
| All | +94.2% | -71.0% | +165.1% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling